Eulers Integrals and Multiple Sine Functions

Shin-ya Koyama
Nobushige Kurokawa
Running title. Eulers Integrals
Abstract. We show that Eulers famous integrals whose integrands contain the logarithm
of the sine function are expressed via multiple sine functions.
2000 Mathematics Subject Classication: 11M06
1 Introduction
Euler studied the denite integrals
_
2
0
x
n
log(sin x)dx for n = 0 and 1. In [E1] (1769), he
proved the famous result
_
2
0
log(sin x)dx =

2
log 2, (1.1)
which is frequently explained as an example of tricky integrals in analysis courses. A bit
later, Euler [E2] (1772) stated that
_
2
0
x log(sin x)dx =
1
2
_
_

n=1
n:odd
1
n
3


2
4
log 2
_
_
=
7
16
(3)

2
8
log 2. (1.2)
Euler proved (1.1) by using
log(sin x) =

n=1
cos(2nx)
n
log 2 (1.3)
for 0 < x < . The actual integration is obvious since
_
2
0
cos(2nx)dx = 0
1
for n = 1, 2, 3, . Hence, the original proof of Euler is not tricky contrary to the usual
explanation. In the case of (1.2), Euler primary wanted to calculate the value (3). He
started from the divergent series expression
(3) = 4
2

(2)
= 4
2

n=1
n
2
log n
and by investigating it he reached (1.2). Thus his arguments are dicult to follow and
literally invalid. Moreover Euler did not prove the functional equation (3) = 4
2

(2)
conjectured by himself in [E3]. We notice that when we use (1.3) we can give a secure
calculation for (1.2):
_
2
0
x log(sin x)dx =

n=1
1
n
_
2
0
x cos(2nx)dx

2
8
log 2
with integration by parts
_
2
0
x cos(2nx)dx =
_

1
2n
2
if n is odd,
0 if n is even.
It might be remarkable that Euler missed this way.
In this paper we investigate denite integrals
_
x
0

r2
log(sin )d
for r = 2, 3, 4, containing the Eulers case x = /2 from the point of view of multiple
sine functions. Let
S
r
(x) = e
x
r1
r1

n=
n=0
P
r
_
x
n
_
n
r1
= e
x
r1
r1

n=1
_
P
r
_
x
n
_
P
r
_

x
n
_
(1)
r1
_
n
r1
be the multiple sine function studied in [K1, K2, KK1, KK2, KOW, KW], where
P
r
(u) = (1 u) exp
_
u +
u
2
2
+ +
u
r
r
_
.
2
For example
S
2
(x) = e
x

n=1
__
1
x
n
1 +
x
n
_
n
e
2x
_
,
S
3
(x) = e
x
2
2

n=1
_
_
1
x
2
n
2
_
n
2
e
x
2
_
and
S
4
(x) = e
x
3
3

n=1
_
_
1
x
n
1 +
x
n
_
n
3
e
2n
2
x+
2
3
x
3
_
.
Then we show the following result.
Theorem 1 For 0 x < and for r = 2, 3, 4, ..., we have
_
x
0

r2
log(sin )d =
x
r1
r 1
log(sin x)

r1
r 1
log S
r
_
x

_
.
In particular we have:
Theorem 2 For r = 2, 3, 4, ...,
_
2
0

r2
log(sin )d =

r1
r 1
log S
r
_
1
2
_
.
Examples.
_
2
0
log(sin )d = log S
2
_
1
2
_
= log
_
e
1
2

n=1
__
2n 1
2n + 1
_
n
e
_
_
, (1.4)
_
2
0
log(sin )d =

2
2
log S
3
_
1
2
_
=

2
2
log
_
e
1
8

n=1
_
_
1
1
4n
2
_
n
2
e
1
4
__
, (1.5)
_
2
0

2
log(sin )d =

3
3
log S
4
_
1
2
_
=

3
3
log
_
e
1
24

n=1
_
_
2n 1
2n + 1
_
n
3
exp
_
n
2
+
1
12
_
__
. (1.6)
3
We notice that we have S
2
_
1
2
_
=

2 and S
3
_
1
2
_
= 2
1
4
exp
_

7(3)
8
2
_
from Eulers results
(1.1) and (1.2) combined with (1.4) and (1.5). We demonstrate a calculation of the special
value S
4
_
1
2
_
from the product expression directly as follows.
Theorem 3
S
4
_
1
2
_
= 2
1
8
exp
_

9(3)
16
2
_
and
_
2
0

2
log(sin )d =
3
16
(3)

3
24
log 2.
In our calculation a generalization of the Stirling formula is crucial.
Acknowledgement. We thank the referees for their suggestions to rene the presentation.
2 Multiple Sine Functions
To make this paper self-contained we prove some basic properties of multiple sine functions.
For general background we refer to [KK1, KK2, KOW, M].
Proposition 1 For r = 2, 3, 4, ..., S
r
(x) is a meromorphic function in x C and it satises
S

r
(x)
S
r
(x)
= x
r1
cot(x).
Proof. The fact that S
r
(x) is meromorphic function in x C (and its order as a meromor-
phic function being r) is seen from the product expression dening S
r
(x). Let us calculate
the logarithmic derivative. From
S
r
(x) = e
x
r1
r1

n=1
_
P
r
_
x
n
_
P
r
_

x
n
_
(1)
r1
_
n
r1
we have
log S
r
(x) =
x
r1
r 1
+

n=1
n
r1
_
log P
r
_
x
n
_
+ (1)
r1
log P
r
_

x
n
__
=
x
r1
r 1
+

n=1
n
r1
_
log
_
1
x
n
_
+ (1)
r1
log
_
1 +
x
n
_
+
_
x
n
+
1
2
_
x
n
_
2
+ +
1
r
_
x
n
_
r
_
+(1)
r1
_
_
x
n
_
+
1
2
_
x
n
_
2
+ +
1
r
_
x
n
_
r
__
.
4
Hence
S

r
(x)
S
r
(x)
= x
r2
+

n=1
n
r1
_
1
x n
+
(1)
r1
x + n
+
_
1
n
+
x
n
2
+ +
x
r1
n
r
_
+(1)
r1
_

1
n
+
x
n
2
+ + (1)
r
x
r1
n
r
__
.
Here
1
n
+
x
n
2
+ +
x
r1
n
r
=
(
x
n
)
r
1
x n
and

1
n
+
x
n
2
+ + (1)
r
x
r1
n
r
=
(1)
r
(
x
n
)
r
1
x + n
.
Thus
S

r
(x)
S
r
(x)
= x
r2
+

n=1
n
r1
_
(
x
n
)
r
x n

(
x
n
)
r
x + n
_
= x
r2
+

n=1
2x
r
x
2
n
2
= x
r1
cot(x),
where we used
cot(x) =
1
x
+

n=1
2x
x
2
n
2
.
Proposition 2 For 0 x < 1 and for r = 2, 3, 4, ...,
log S
r
(x) =
_
x
0
t
r1
cot(t)dt.
Proof. Since S
r
(0) = 1, both sides are 0 at x = 0. Hence it is sucient to remark that
the dierentiations of both sides are x
r1
cot(x) from Proposition 1.
3 Eulers Integrals
Using Proposition 2 we show Theorems 1 and 2.
Proof of Theorems 1 and 2: By integration by parts in
log S
r
(x) =
_
x
0
t
r1
cot(t)dt
5
we have
log S
r
(x) =
_
t
r1
log(sin t)

x
0

_
x
0
(r 1)t
r2
log(sin t)dt
= x
r1
log(sin x) (r 1)
_
x
0
t
r2
log(sin t)dt.
Hence changing the variable to = t in the integral, we have
log S
r
(x) = x
r1
log(sin x)
r 1

r1
_
x
0

r2
log(sin )d.
This gives Theorem 1. Then, letting x = 1/2 we have Theorem 2.
Examples:
_
4
0
log(sin )d =

8
log 2 log S
2
_
1
4
_
,
_
3
0
log(sin )d =

3
log

3
2
log S
2
_
1
3
_
,
_
4
0
log(sin )d =

2
64
log 2

2
2
log S
3
_
1
4
_
,
_
3
0
log(sin )d =

2
18
log

3
2


2
2
log S
3
_
1
3
_
.
4 A calculation of the special value
Proof of Theorem 3: Since
S
4
_
1
2
_
= e
1
24

n=1
_
_
2n 1
2n + 1
_
n
3
exp
_
n
2
+
1
12
_
_
,
we put
A
N
= e
1
24
N

n=1
_
_
2n 1
2n + 1
_
n
3
exp
_
n
2
+
1
12
_
_
= exp
_
1
24
+ (1
2
+ + N
2
) +
N
12
_

n=1
(2n 1)
n
3
(n1)
3
(2N + 1)
N
3
6
and show
lim
N
A
N
= 2
1
8
exp
_
9
4

(2)
_
= 2
1
8
exp
_

9(3)
16
2
_
.
Then the value of the integral follows from (1.6). We use the Stirling formula
N! =
N

n=1
n

2N
N+
1
2
e
N
and its generalization
N

n=1
n
n
2
exp (

(2)) N
N
3
3
+
N
2
2
+
N
6
e

N
3
9
+
N
12
,
which follow from the Euler-Maclaurin summation formula for

(s):

(s) = lim
N
_

n=1
n
s
log n +
N
1s
log N
1 s

N
1s
(1 s)
2
+
1
2
N
s
log N
s
12
N
s1
log N +
1
12
N
s1
_
valid in Re(s) > 3. We refer to Hardy [H] Chap. XIII for the Euler-Maclaurin summation
formula and its applications. Then, letting s = 0 and 2 we see
log

2 =

(0) = lim
N
_
N

n=1
log n
__
N +
1
2
_
log N N
_
_
= lim
N
log
_
N!
N
N+
1
2
e
N
_
and

(2) = lim
N
_
N

n=1
n
2
log n
__
N
3
3
+
N
2
2
+
N
6
_
log N
N
3
9
+
N
12
_
_
= lim
N
log
_

N
n=1
n
n
2
N
N
3
3
+
N
2
2
+
N
6
e

N
3
9
+
N
12
_
.
7
Using
N

n=1
(2n 1)
n
3
(n1)
3
=
N

n=1
(2n 1)
3n
2
3n+1
=
_
N

n=1
(2n 1)
(2n1)
2
_
3
4

_
N

n=1
(2n 1)
_
1
4
=
_

2N
n=1
n
n
2

N
n=1
(2n)
(2n)
2
_3
4

_

2N
n=1
n

N
n=1
(2n)
_1
4
and the (generalized) Stirling formulas
2N

n=1
n
n
2
e

(2)
(2N)
8N
3
3
+2N
2
+
N
3
e

8N
3
9
+
N
6
,
N

n=1
(2n)
(2n)
2
= 2
4(1
2
++N
2
)
_
N

n=1
n
n
2
_
4
2
2
3
N(N+1)(2N+1)
_
e

(2)
N
N
3
3
+
N
2
2
+
N
6
e

N
3
9
+
N
12
_
4
,
2N

n=1
n

2(2N)
2N+
1
2
e
2N
,
N

n=1
(2n) = 2
N
N

n=1
n

2N
N+
1
2
e
N
2
N
,
we have
A
N
exp
_
1
24
+
_
N
3
3
+
N
2
2
+
N
6
_
+
N
12
_
e
9
4

(2)
N
N
3

N
4
2
N
3

N
4
e

N
3
3

N
8
N
N
4
2
N
4
+
1
8
e

N
4
(2N + 1)
N
3
.
8
Hence, combining with
(2N + 1)
N
3
= (2N)
N
3
_
1 +
1
2N
_
N
3
= (2N)
N
3
exp
_
N
3
log
_
1 +
1
2N
__
(2N)
N
3
exp
_
N
3
_
1
2N

1
2
_
1
2N
_
2
+
1
3
_
1
2N
_
3
__
= (2N)
N
3
exp
_

N
2
2
+
N
8

1
24
_
,
we obtain the desired result
lim
N
A
N
= 2
1
8
exp
_
9
4

(2)
_
.
Remarks
1. The fact S
2
(
1
2
) =

2 is also proved as Theorem 3 and we get (1.1) again from (1.4).

In fact:
S
2
_
1
2
_
= e
1
2

n=1
__
1
1
2n
1 +
1
2n
_
n
e
_
= lim
N
e
1
2
N

n=1
__
2n 1
2n + 1
_
n
e
_
= lim
N
_
e
1
2
_
1
3
_
1
_
3
5
_
2
_
5
7
_
3

_
2N 1
2N + 1
_
N
e
N
_
= lim
N
_
e
1
2
3 5 (2N 1)
(2N + 1)
N
e
N
_
= lim
N
_
e
1
2
(2N)!
N!2
2N
N
N
(1 +
1
2N
)
N
e
N
_
=

2
by the (usual) Stirling formula.
9
2. The case of S
3
(1/2) is similar by using the generalized Stirlings formula:
S
3
_
1
2
_
= e
1
8

n=1
_
_
1
1
4n
2
_
n
2
e
1
4
_
= lim
N
e
1
8
N

n=1
_
_
1
1
4n
2
_
n
2
e
1
4
_
= lim
N
e
N
4
+
1
8
N

n=1
_
(2n 1)(2n + 1)
(2n)
2
_
n
2
= lim
N
e
N
4
+
1
8
_

2N
n=1
n
n
2
_
1/2
_

N
n=1
n
n
2
_
4

_
(2N)!
2
N
N!
_1
2

(2N + 1)
N
2
2
4(1
2
++N
2
)
= 2
1
4
exp
_
7
2

(2)
_
.
Thus we obtain Eulers formula (1.2) via (1.5).
3. Except for S
2
(1/2) =

2 we do not know the algebraicity of S

r
(1/2) for r 2. In
fact we cannot deny even the optimistic expectation S
r
(1/2) 2
Q
.
References
[E1] L. Euler De summis serierum numeros Bernoullianos involventium Novi commentarii
academiae scientiarum Petropolitanae 14 (1769) 129-167 [Opera Omnia I-15, pp.91-
130].
[E2] L. Euler Exercitationes analyticae Novi commentarii academiae scientiarum
Petropolitanae 17 (1772) 173-204 [Opera Omnia I-15, pp.131-167].
[E3] L. Euler Remarques sur un beau rapport entre les series des puissances tant directes
que reciproques Memoires de lacademie des sciences de Berlin 17 (1761) 83-106 (Lu
en 1749) [Opera Omnia I-15, pp. 70-90].
[H] G.H. Hardy Divergent Series Oxford Univ. Press 1949.
[K1] N. Kurokawa Multiple sine functions and Selberg zeta functions Proc. Japan Acad.
67A (1991) 61-64.
[K2] N. Kurokawa Multiple zeta functions: an example Adv. Stud. in Pure Math. 21
(1992) 219-226.
10
[KK1] N. Kurokawa and S. Koyama Multiple sine functions Forum Math. 15 (2003) 839-
876.
[KK2] S. Koyama and N. Kurokawa Kummers formula for multiple gamma functions J.
Ramanujan Math.Soc. 18 (2003) 87-107.
[KOW] N. Kurokawa, H. Ochiai and M. Wakayama Multiple trigonometry and zeta func-
tions J. Ramanujan Math. Soc. 17 (2002) 101-113.
[KW] N. Kurokawa and M. Wakayama On (3) J. Ramanujan Math. Soc. 16 (2001) 205-
214.
[M] Yu. I. Manin Lectures on zeta functions and motives (according to Deninger and
Kurokawa) Asterisque 228 (1995) 121-163.
2-5-27 Hayabuchi, Tsuzuki-ku, Yokohama 224-0025, Japan
koyama@tmtv.ne.jp
Department of Mathematics, Tokyo Institute of Technology, 152-8551, Japan
kurokawa@math.titech.ac.jp
11